Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47948.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46553.19 Kr¶

PnL: ---------------------------------------> -335.38 Kr¶

DD now: ---------------------------------> -1.402 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:37:51.352889'

Anic Portfolio¶

Today¶

Return: 0.074 %¶

This Week¶

Return: 0.074 %¶

Total¶

Return: 56.97 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Boozt 12 1.210000 1706.400000 52.400000 3.170000 1653.999996
Corem Property Group B 59 2.310000 627.760000 50.760000 8.800000 576.999999
AcadeMedia 12 1.740000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.180000 392.700000 37.700000 10.620000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.440000 603.680000 29.680000 5.170000 573.999998
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
OEM International B 7 1.920000 556.500000 28.500000 5.400000 527.999997
HMS Networks 2 1.930000 698.000000 25.000000 3.710000 673.000000
Intrum 4 2.430000 549.000000 22.000000 4.170000 527.000000
Coor Service Management Hold. 8 2.540000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
CTEK 13 2.850000 545.090000 11.090000 2.080000 533.999999
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Securitas B 6 1.280000 571.200000 1.200000 0.210000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.490000 246.960000 0.960000 0.390000 246.000000
Karnov Group 9 -0.830000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Nordea Bank Abp 29 0.080000 3451.580000 -2.420000 -0.070000 3453.999992
Essity B 2 -1.110000 571.000000 -3.000000 -0.520000 574.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Sampo Oyj SDB 7 -0.090000 3839.500000 -10.500000 -0.270000 3850.000000
FM Mattsson Mora Group B 50 -2.520000 2900.000000 -27.000000 -0.920000 2927.000000
International Petroleum Corp. 5 3.280000 566.000000 -28.570000 -4.810000 594.565215
Vivesto 1368 -2.410000 543.100000 -69.900000 -11.400000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 0.990000 1463.400000 -200.600000 -12.060000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46553.190000 -335.380000 -1.40192% 46888.564618

Updated:¶

'2023-01-23 10:38:03.705627'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶